When was the egg laid? Hens can continue to produce fertile eggs for 2-4 weeks after the last mating from a rooster, but there is no way to guarantee that this particular egg is or is not fertile. I would leave her to set and candle at 7 days to check for development.

It would have been layed today. I took the egg she layed yesterday, she didn't get broody until yesterday afternoon. I'm new to this but she wouldn't get out of the nesting box and slept their last night so I figured that is what is going on. I came home from work today and she is still in the nesting box. I'm not sure if she is sitting on an egg or not but if she is she layed it today. Will they sit on nothing? Will they only lay one egg right before they are broody?

How does she act if you try to remove her from the nest? Mine screech like bloody murder and fluff all their feathers up in indignation at being disturbed. Broody hens are impossible to miss. She should not be laying eggs if she has gone broody, although she may have one under her now. They will sit on nothing, and also on any other eggs they can find.